+111.7%
SPOT vs BUD
+45.2%
+66.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +8.3% | -4.8% | +13.1% | +10.3% |
| 3M | +5.1% | +1.4% | +3.7% | +4.3% |
| 6M | -6.5% | +9.9% | -16.3% | -10.5% |
| YTD | -9.0% | +26.3% | -35.3% | -18.8% |
| 1Y | -26.4% | +36.1% | -62.6% | -36.8% |
| 3Y | +240.0% | +48.6% | +191.4% | +166.3% |
| 5Y | +111.7% | +45.0% | +66.7% | +57.8% |
| All | +111.7% | +45.2% | +66.6% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling